Help with Windows Live Setup

I bought Dark Souls from Amazon during a sale way back in January, but could only recently play it after getting one of those controller adapters for pc.

First things first, I want to say that this game is absolutely horrendous, and I have spent hours and hour trying to set it up, and so far it's a complete piece of **** waste of time. I'm starting to get sick of this, and honestly I'm at the end of my rope. But enough of my small rant, onto the real problem.

I cannot 'save the game' because I am not on a Windows Live Account. I do have one however; I'm a valid, gold buying Xbox Live member. How can I add Dark Souls to this account and therefore be able to save the game? There seems to be no information on this at all. Thanks in advance.